+37.7%
KR vs ALLE
+17.0%
+20.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -1.3% | +2.8% | -4.1% | -1.6% |
| 30D | +1.5% | -7.6% | +9.2% | +2.6% |
| 3M | -8.5% | +22.8% | -31.3% | -11.3% |
| 6M | -21.9% | +4.6% | -26.5% | -22.5% |
| YTD | -6.9% | -1.2% | -5.7% | -6.8% |
| 1Y | -14.0% | -9.1% | -4.8% | -12.8% |
| 3Y | +30.3% | +50.0% | -19.7% | +19.6% |
| 5Y | +37.7% | +15.2% | +22.5% | +19.9% |
| All | +37.7% | +17.0% | +20.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling